A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732)

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A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
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    A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (English)
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    7 November 2014
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    existence of path integrals
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    integrability of rough differential equations with Gaussian signals
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    Clark's robustness problem in nonlinear filtering
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    viscosity solutions of RPDEs
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